Gautam Mitra

Finance · 2007–2012

A researcher in the Science corpus: 5 papers; trusts 20 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Gautam Mitra trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. R. Tyrrell Rockafellar
  2. Darinka Dentcheva †
  3. Andrzej Ruszczynski
  4. Stanislav Uryasev
  5. Terry Rockafellar
  6. Georg Ch. Pflug
  7. Werner Antweiler
  8. Hans Föllmer
  9. Dirk Tasche
  10. Tyrrel R Rockafellar

Who trusts Gautam Mitra overall

  1. Longbing Cao
  2. Ruoxuan Xiong

Papers from Gautam Mitra's perspective

Ordered by how strongly the researchers Gautam Mitra trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Coherent Risk Measures on General Probability Spaces
  2. Optimization of conditional value-at risk
  3. Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)
  4. Portfolio Selection
  5. Convex measures of risk and trading constraints (Finance and Stochastics)
  6. Deviation Measures in Risk Analysis and Optimization
  7. Expected shortfall and beyond
  8. Rules for Ordering Uncertain Prospects
  9. Optimization of Convex Risk Functions (Mathematics of Operations Research)
  10. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls

Their papers